+89.3%
CSCO vs IBM
+81.7%
+7.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -10.2% | -5.0% | -5.2% | -9.2% |
| 30D | -20.1% | +11.1% | -31.2% | -21.8% |
| 3M | -22.4% | +5.7% | -28.1% | -23.3% |
| 6M | +2.8% | +10.1% | -7.3% | -2.2% |
| YTD | +23.6% | -15.6% | +39.2% | +25.2% |
| 1Y | +34.0% | -19.5% | +53.6% | +37.5% |
| 3Y | +89.3% | +80.4% | +8.9% | +39.2% |
| All | +89.3% | +81.7% | +7.5% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling